1. Is it an STD?
No. First, STDs don't go through clothing, so even though you had shorts on, your genitals were covered. The skin on your thigh is too thick for anything to penetrate, so you couldn't have gotten herpes.
Also, no symptom of an STD would appear this quickly. The absolute minimum for STD symptoms to appear is 2 days, and most take longer.
2. Can I get STDs from sucking on nipples?
No.
3. Later that evening my cheek was itching - does it mean I have Herpes? It didn’t make contact with her, so not sure why it’s itching. I’m also itching wherever there is skin-skin contact on my body like inner elbows, inner thighs etc, but also on face.
See above - too soon for any STD symptom, and your cheek's skin is too thick for anything to penetrate.
In relation to STDs, skin to skin contact means your skin with someone else's skin. Specifically, it means mouth to genital, genital to genital, or genital to anal. The genital contact has to be unclothed.
I don't know if you have something else going on, or it's anxiety, but if it continues, see your doctor.
Just to add, I was wearing half-pants, so there would have been some contact on my leg.